2,448 Quantitative jobs in the United States
Quantitative Research Analyst
Posted today
Job Viewed
Job Description
PIMCO is a global leader in active fixed income with deep expertise across public and private markets. We invest our clients' capital across a range of fixed income and credit opportunities, leveraging our decades of experience navigating complex debt markets. Our flexible capital base and deep relationships with issuers have helped us become one of the world's largest providers of traditional and nontraditional solutions for companies that need financing and investors who seek strong risk-adjusted returns.
Since 1971, our people have shaped our organization through a high-performance inclusive culture, in which we celebrate diverse thinking. We invest in our people and strive to imprint our CORE values of Collaboration, Openness, Responsibility and Excellence. We believe each of us is here to help others succeed and this has led to PIMCO being recognized as an innovator, industry thought leader and trusted advisor to our clients.
JOB DESCRIPTION
We are seeking a Quantitative Researcher to join our Portfolio Management - Credit Analytics team based in Newport Beach or London. The PIMCO Analytics team is dedicated to developing cutting-edge analytical tools that enhance portfolio management decision-making. In this role, you will be responsible for developing and improving Analytics that supports over $400bn of Credit investments.
Our ideal candidate will have experience in both Quantitative and Fundamental aspects of corporate investment to support Credit modeling and portfolio analytics.
RESPONSIBILITIES
- Develop and improve models and analytical approaches for identifying investment opportunities in various segments of the Credit market (e.g., public or private credits; bonds or loans; cash instruments or derivatives; single names or portfolios)
- Build systems to deliver analytical research products to the Portfolio Management team
- Help Credit PMs and deal teams conduct quantitative analysis on portfolios, sectors, issuers, or instruments
- Assist with portfolio construction
- Master's degree in a quantitative discipline (mathematics, engineering, econometrics, physics); PhD degree preferred
- Exposure to empirical investment research with a preference for Credit
- Strong programming skills and numerical problem solving techniques with ability to handle large datasets; proficiency with Python and C++ is a plus
- Exposure to non-traditional data ("big data") and modeling techniques ("machine learning")
- Excellent analytical and quantitative skills, with strong attention to detail
- Experience in predicting returns, modeling individual sectors and companies is desirable
- Ethical, collaborative, organized, flexible, high energy, self-starter, accountable, humble
- PIMCO is committed to offering a comprehensive portfolio of employee benefits designed to support the health and wellbeing of you and your family. These benefits include medical, dental and vision coverage from your first day of employment.
- 401k Savings and Retirement Plan
- Work/Life Programs such as Flexible Work Arrangements, Parental Leave & Support, Employee Assistance Plan, and Educational/CFA Certification Reimbursement Programs.
- Community involvement opportunities with The PIMCO Foundation in each PIMCO office.
PIMCO follows a total compensation approach when rewarding employees which includes a base salary and a discretionary bonus. Base salary is the fixed component of compensation that is determined by core job responsibilities, relevant experience, internal level, and market factors. The discretionary bonus is used to award performance and therefore is determined by company, business, team, and individual performance.
Salary Range: $205,000.00 - 240,000.00
Equal Employment Opportunity and Affirmative Action Statement
PIMCO recruits and hires qualified candidates without regard to race, national origin, ancestry, religion (including religious dress and grooming practices), sex (including pregnancy, childbirth, breastfeeding, or related medical conditions), sexual orientation, gender (including gender identity and expression), age, military or veteran status, disability (physical or mental), any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity and affirmative action, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other basis such as medical condition, or marital status under applicable laws.
Applicants with Disabilities
PIMCO is an Equal Employment Opportunity/Affirmative Action employer. We provide reasonable accommodation for qualified individuals with disabilities, including veterans, in job application procedures. If you have any difficulty using our online system due to a disability and you would like to request an accommodation, you may contact us at and leave a message. This is a dedicated line designed exclusively to assist job seekers with disabilities to apply online. Only messages left for this purpose will be considered. A response to your request may take up to two business days.
Quantitative Research Analyst
Posted 10 days ago
Job Viewed
Job Description
PIMCO is a global leader in active fixed income with deep expertise across public and private markets. We invest our clients' capital across a range of fixed income and credit opportunities, leveraging our decades of experience navigating complex debt markets. Our flexible capital base and deep relationships with issuers have helped us become one of the world's largest providers of traditional and nontraditional solutions for companies that need financing and investors who seek strong risk-adjusted returns.
Since 1971, our people have shaped our organization through a high-performance inclusive culture, in which we celebrate diverse thinking. We invest in our people and strive to imprint our CORE values of Collaboration, Openness, Responsibility and Excellence. We believe each of us is here to help others succeed and this has led to PIMCO being recognized as an innovator, industry thought leader and trusted advisor to our clients.
Job DescriptionWe are seeking a senior Quantitative Developer to join our Portfolio Management Analytics team in Newport Beach, CA. The team is responsible for the development and enhancement of our analytics platform which provides pre-trade and risk valuations across the entire fixed income universe. You will be responsible for large scale software architecture, development and production releases mainly in C++ whilst having extensive exposure to high performance computing, cloud computing, messaging and caching. Our ideal candidate will be passionate about innovation in latest computing techniques as well as ensuring robustness in system and production releases. This is a fully hands-on job in a highly productive environment which requires both meticulous attention to detail and rapid coding development.
Requirements- Master's degree in Computer Science or hard science/engineering with sweeping C++ development background. Graduation from a top school is preferred.
- 5-10 years of professional working experience with large-scale analytics systems at top tier financial firms. Directly working with fixed income trading systems is preferred.
- Extensive programming skills in C++ (STL, boost, design pattern, modern C++) and integration across multi languages such as boost-python.
- Results driven with attention to detail and high-quality standards - capable of leading a wide range of enhancements across code base, processes and applications.
- Adaptive - able to quickly comprehend requirements and translate to software and systems in a timely fashion.
PIMCO follows a total compensation approach when rewarding employees which includes a base salary and a discretionary bonus. Base salary is the fixed component of compensation that is determined by core job responsibilities, relevant experience, internal level, and market factors. The discretionary bonus is used to award performance and therefore is determined by company, business, team, and individual performance.
Salary Range: $187,000.00 - $265,000.00
Equal Employment Opportunity and Affirmative Action Statement
PIMCO recruits and hires qualified candidates without regard to race, national origin, ancestry, religion, sex, sexual orientation, gender, age, military or veteran status, disability, any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity and affirmative action, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other basis such as medical condition, or marital status under applicable laws.
Applicants with Disabilities
PIMCO is an Equal Employment Opportunity/Affirmative Action employer. We provide reasonable accommodation for qualified individuals with disabilities, including veterans, in job application procedures. If you have any difficulty using our online system due to a disability and you would like to request an accommodation, you may contact us at and leave a message. This is a dedicated line designed exclusively to assist job seekers with disabilities to apply online. Only messages left for this purpose will be considered. A response to your request may take up to two business days.
Associate, Quantitative Research
Posted 3 days ago
Job Viewed
Job Description
BlackRock Institutional Trust Company, N.A. is hiring a(n) Associate, Quantitative Research in San Francisco, CA. Duties include carrying out original, implementable financial research that forecasts market returns and generates alpha for clients. Implement these insights in client portfolios and models, using them to deliver investment performance that meets or exceeds client expectations. Remain up-to-date on developments in global financial markets and economics.
Requirements: Employer will accept a Bachelors degree (or foreign equivalent) in Financial Engineering, Finance and Economics, Operations Research and minimum two years work experience in quantitative asset management. In the alternative, employer will accept a Masters degree in in Financial Engineering, Finance and Economics, Operations Research and minimum one year of work experience in quantitative asset management. Requires one year of experience in all of the following skills:
- Programming skills including Python, MATLAB, SQL and Jupyter lab to research, develop, update, and maintain models, strategies, and tools;
- Implement knowledge of investment markets by gathering, maintaining, and analyzing economic and financial data, especially time series data to assess various market environments;
- Working across a range of asset classes and instruments including equity, fixed income, rates, derivatives, commodity to assist in the development of efficient financial models;
- Utilizing statistical, machine learning and risk modelling techniques in data pruning, optimization, back testing, statistical sampling to create, maintain, test, and refine models;
- Working with engineers to productionize code and integrate research work into existing code infrastructure to allow global visibility and sharing of work amongst other researchers;
- Working with lead Portfolio Managers on portfolio construction and optimization, asset allocation during fund rebalances;
- Generating and maintaining regular attribution reports to identify key contributing factors of performances and communicate professionally to internal and external audiences.
Associate, Quantitative Research
Posted 8 days ago
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Job Description
Company: BlackRock Institutional Trust Company, N. A. Job Title: Associate, Quantitative Research. Location: 400 Howard St San Francisco, CA 94105 Job Duties: Carry out original, implementable financial research that forecasts market returns and gene Research, Associate, Quantitative, Portfolio Manager, Operations, Technology, Financial
Associate, Quantitative Research
Posted today
Job Viewed
Job Description
Company: BlackRock Institutional Trust Company, N.A.
Job Title: Associate, Quantitative Research
Location: 400 Howard St San Francisco, CA 94105
Job Duties: Carry out original, implementable financial research that forecasts market returns and generates alpha for our clients. Implement these insights in client portfolios and models, using them to deliver investment performance that meets or exceeds client expectations. Remain up-to-date on developments in global financial markets and economics.
Qualifications: Bachelor's degree (or foreign equivalent) in Financial Engineering, Finance & Economics, Operations Research and minimum two years' work experience in quantitative asset management. In the alternative, employer will accept a Master's degree in in Financial Engineering, Finance & Economics, Operations Research and minimum one year of work experience in quantitative asset management. Requires one year of experience in all of the following skills: 1. Programming skills including Python, MATLAB, SQL and Jupyter lab to research, develop, update, and maintain models, strategies, and tools; 2. Implement knowledge of investment markets by gathering, maintaining, and analyzing economic and financial data, especially time series data to assess various market environments; 3. Working across a range of asset classes and instruments including equity, fixed income, rates, derivatives, commodity to assist in the development of efficient financial models; 4. Utilizing statistical, machine learning and risk modelling techniques in data pruning, optimization, back testing, statistical sampling to create, maintain, test, and refine models; 5. Working with engineers to productionize code and integrate research work into existing code infrastructure to allow global visibility and sharing of work amongst other researchers; 6. Working with lead Portfolio Managers on portfolio construction and optimization, asset allocation during fund rebalances; 7. Generating and maintaining regular attribution reports to identify key contributing factors of performances and communicate professionally to internal and external audiences.
To apply, please click "Apply" on this webpage.
For San Francisco, CA Only the salary range for this position is USD$145,000.00 - USD$162,000.00 . Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.
**Our benefits**
To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.
**Our hybrid work model**
BlackRock's hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person - aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.
**About BlackRock**
At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children's educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.
This mission would not be possible without our smartest investment - the one we make in our employees. It's why we're dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive.
For additional information on BlackRock, please visit @blackrock ( | Twitter: @blackrock ( | LinkedIn: is proud to be an equal opportunity workplace. We are committed to equal employment opportunity to all applicants and existing employees, and we evaluate qualified applicants without regard to race, creed, color, national origin, sex (including pregnancy and gender identity/expression), sexual orientation, age, ancestry, physical or mental disability, marital status, political affiliation, religion, citizenship status, genetic information, veteran status, or any other basis protected under applicable federal, state, or local law. **View the** **EEOC's Know Your Rights poster and its supplement ( **and the** **pay transparency statement ( **.**
BlackRock is committed to full inclusion of all qualified individuals and to providing reasonable accommodations or job modifications for individuals with disabilities. If reasonable accommodation/adjustments are needed throughout the employment process, please email . All requests are treated in line with our privacy policy ( .
We recruit, hire, train, promote, pay, and administer all personnel actions without regard to race, color, religion, sex (including pregnancy, childbirth, and medical conditions related to pregnancy, childbirth, or breastfeeding), sex stereotyping (including assumptions about a person's appearance or behavior, gender roles, gender expression, or gender identity), gender, gender identity, gender expression, national origin, age, mental or physical disability, ancestry, medical condition, marital status, military or veteran status, citizenship status, sexual orientation, genetic information, or any other status protected by applicable law. We interpret these protected statuses broadly to include both the actual status and also any perceptions and assumptions made regarding these statuses.BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.
Quantitative Research & Analytics Analyst
Posted 25 days ago
Job Viewed
Job Description
**Work Arrangement:**
Hybrid Preferred : Preferred employee will work 3 days a week in a Lincoln office
**Relocation assistance:** is not available for this opportunity.
**Requisition #:** 74907
**The Role at a Glance**
We are excited to bring on a **Quantitative Research & Analytics Analyst** to join our Capital Markets team.
_Background Details_
As a Quantitative Res & Analytics Analyst, you will be responsible for consulting/analyzing and delivering on more complex assignments/projects for the team. You will act as a key resource regarding quantitative research, investment analytics, and risk management to internal/external stakeholders. You will generate investment portfolio analytics and enhance investment and reporting processes and capabilities. You will develop and interpret more complex investment analytics, quantitative investment models, and/or hedging strategies and reporting and deliver/results/presentations tailored for a wide variety of target audiences while ensuring industry standards are met. If this sounds like a role for you, please read on!
**What you'll be doing**
+ You will maintain knowledge on current and emerging development/trend, assess the impact and collaborate with senior management to incorporate new trends and developments in current and future solutions. You will direct and enhance organizational initiatives by positively influencing and supporting change management and/or departmental/enterprise initiatives.
+ You will identify, recommend, and champion process improvements and organizational initiatives to positively influence the team and quality. In addition, you will participate in and/or contribute to projects and other initiatives set by management as needed.
+ You will develop, enhance, and implement tools, reports, and/or new solutions for analyzing portfolio positioning, investment risk, performance evaluation and attribution analysis.
+ You will identify and execute process improvement and automation that significantly improve quality across the team, department and/or business unit.
+ You will research, develop, implement and evaluate statistical or econometric based multi-asset/equity models, risk/volatility models, and systematic investment/trading strategies as needed to manage and monitor portfolio risks, returns and volatility.
+ You will work with, evaluate, oversee, and due diligence of external quantitative asset managers/funds.
+ You will identify and recommend hedging/risk management mechanisms that would enhance existing strategies.
+ You will conduct more complex analysis of the risk and return profile of all major asset classes in which Lincoln invests. In addition, you will aggregate the risk of the entire portfolio and optimize overall risk/return profile of investment portfolio.
+ You will develop and enhance investment analytic approaches & methodology to ensure data quality and effectively capture key risk factors in investment portfolio.
+ You will advise management of risk factors and identify potential mitigation approaches.
+ You will summarize findings and utilize appropriate data visualizations to share analyses and facilitate understanding for a wide range of technical and non-technical audiences.
+ You will collaborate with key internal stakeholders, serving as resource on investment risk, to develop and deliver more complex investment analytics and reporting that meet the needs of various lines of business and customers.
**What we're looking for**
_Must-have experience (Required):_
+ 4 Year/bachelor's degree (or equivalent) in a quantitative field (e.g. financial engineering, computer science, economics, finance, mathematics, data science/statistics, actuarial science, engineering, or related).
+ 3 - 5+ years of experience in quantitative research, risk management, investments analytics and reporting, derivative pricing, and/or portfolio management directly aligned to the specific responsibilities for this role.
+ Ability to communicate effectively (verbal/written).
+ Proficiency in Microsoft Office Suite (Word, Excel, PowerPoint, Outlook).
_Nice-to have Experience (Preferred):_
+ Advanced degree (MFE, MSCF).
+ Certifications: CFA, FRM, CAIA or progress towards one.
+ Proficient programming skills in MATLAB or Python or R, VBA for Microsoft Office (Excel, PowerPoint etc.), and SQL.
+ Experience in Morningstar, Bloomberg, Power BI / Tableau, or other financial software or scripting languages.
+ Strong financial acumen, research & analytical skills, and understanding of capital markets and financial derivatives (futures, options).
+ Demonstrates excellent organizational skills with the ability to prioritize workload and multi-task while maintaining strict attention to detail.
**Travel Requirements**
+ Up to 10%
**Application Deadline**
Applications for this position will be accepted through August 8, 2025, subject to earlier closure due to applicant volume.
**What's it like to work here?**
At Lincoln Financial, we love what we do. We make meaningful contributions each and every day to empower our customers to take charge of their lives. Working alongside dedicated and talented colleagues, we build fulfilling careers and stronger communities through a company that values our unique perspectives, insights and contributions and invests in programs that empower each of us to take charge of our own future.
**What's in it for you:**
+ Clearly defined career tracks and job levels, along with associated behaviors for each of Lincoln's core values and leadership attributes
+ Leadership development and virtual training opportunities
+ PTO/parental leave
+ Competitive 401K and employee benefits ( Free financial counseling, health coaching and employee assistance program
+ Tuition assistance program
+ Work arrangements that work for you
+ Effective productivity/technology tools and training
The pay range for this position is $69,000 - $124,600 with **anticipated pay for new hires between the minimum and midpoint of the range** and could vary above and below the listed range as permitted by applicable law. Pay is based on non-discriminatory factors including but not limited to work experience, education, location, licensure requirements, proficiency and qualifications required for the role. The base pay is just one component of Lincoln's total rewards package for employees. In addition, the role may be eligible for the Annual Incentive Program, which is discretionary and based on the performance of the company, business unit and individual. Other rewards may include long-term incentives, sales incentives and Lincoln's standard benefits package.
**About The Company**
Lincoln Financial (NYSE: LNC) helps people to confidently plan for their version of a successful future. We focus on identifying a clear path to financial security, with products including annuities, life insurance, group protection, and retirement plan services.
With our 120-year track record of expertise and integrity, millions of customers trust our solutions and service to help put their goals in reach.
Lincoln Financial Distributors, a broker-dealer, is the wholesale distribution organization of Lincoln Financial. Lincoln Financial is the marketing name for Lincoln Financial Corporation and its affiliates including The Lincoln National Life Insurance Company, Fort Wayne, IN, and Lincoln Life & Annuity Company of New York, Syracuse, NY. Lincoln Financial affiliates, their distributors, and their respective employees, representatives and/or insurance agents do not provide tax, accounting or legal advice.
Lincoln is committed to creating an inclusive ( environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.
Follow us on Facebook ( , X ( , LinkedIn ( , Instagram ( , and YouTube ( . For the latest company news, visit our newsroom ( .
**Be Aware of Fraudulent Recruiting Activities**
If you are interested in a career at Lincoln, we encourage you to review our current openings and apply on our website. Lincoln values the privacy and security of every applicant and urges all applicants to diligently protect their sensitive personal information from scams targeting job seekers. These scams can take many forms including fake employment applications, bogus interviews and falsified offer letters.
Lincoln will not ask applicants to provide their social security numbers, date of birth, bank account information or other sensitive information in job applications. Additionally, our recruiters do not communicate with applicants through free e-mail accounts (Gmail, Yahoo, Hotmail) or conduct interviews utilizing video chat rooms. We will never ask applicants to provide payment during the hiring process or extend an offer without conducting a phone, live video or in-person interview. Please contact Lincoln's fraud team at if you encounter a recruiter or see a job opportunity that seems suspicious.
**Additional Information**
This position may be subject to Lincoln's Political Contribution Policy. An offer of employment may be contingent upon disclosing to Lincoln the details of certain political contributions. Lincoln may decline to extend an offer or terminate employment for this role if it determines political contributions made could have an adverse impact on Lincoln's current or future business interests, misrepresentations were made, or for failure to fully disclose applicable political contributions and or fundraising activities.
Any unsolicited resumes or candidate profiles submitted through our web site or to personal e-mail accounts of employees of Lincoln Financial are considered property of Lincoln Financial and are not subject to payment of agency fees.
Lincoln Financial ("Lincoln" or "the Company") is an Equal Opportunity employer and, as such, is committed in policy and practice to recruit, hire, compensate, train and promote, in all job classifications, without regard to race, color, religion, sex, age, national origin or disability. Opportunities throughout Lincoln are available to employees and applicants are evaluated on the basis of job qualifications. If you are a person with a disability that impedes your ability to express your interest for a position through our online application process, or require TTY/TDD assistance, contact us by calling .
This Employer Participates in E-Verify. See the E-Verify ( notices.
Este Empleador Participa en E-Verify. Ver el E-Verify ( avisos.
Lincoln Financial Group ("LFG") is an Equal Opportunity employer and, as such, is committed in policy and practice to recruit, hire, compensate, train and promote, in all job classifications, without regard to race, color, religion, sex (including pregnancy), age, national origin, disability, sexual orientation, gender identity and expression, veterans status, or genetic information. Opportunities throughout LFG are available to employees and applicants and are evaluated on the basis of job qualifications. We have a drug free work environment and we perform pre-employment substance abuse testing.
Data Scientist, Quantitative Research
Posted 21 days ago
Job Viewed
Job Description
Overview
Job Purpose
The Data Scientist will join the Quant Group which designs, implements, and supports enterprise quantitative models and systems. The primary role of this position will be to support the design and development of financial data models and provide data support for the Quant and Risk divisions. The role will use a variety of data science, analytics and engineering tools and techniques to solve diverse, data focused problems across the business. The candidate for this job must have the ability to work in a fast-paced environment, formulate and articulate solutions, defend assumptions and be highly detail oriented. This role requires frequent interaction with Quant Research, Risk Managers, Developers and Senior Management.
Responsibilities
- Perform data exploration and statistical analysis for quantitative research purposes
- Data preparation, validation, and visualization of various data sets such as time series of financial derivatives
- Build production quality, data driven software solutions to support data management and analysis
- Develop ETL applications to support core quant and risk team data requirements
- Diagnose and profile data issues and recommend ways to improve data reliability, efficiency, and quality
- Coordinate with quantitative research and business experts to develop and refine data management best practices, policies, and procedures
- Provide documentations and/or presentations to illustrate methods, techniques, and findings for individuals with diverse professional backgrounds
- Manage large data sets and interpret diverse database architecture across various platforms such as Oracle, Postgres, Snowflake, etc.
- Serve as a liaison between technology, operations, product management and the Financial Engineering teams
- Engage in innovative research tasks in the quantitative finance and data science field
Knowledge and Experience
- Bachelor's degree in Data Science/Analytics, Engineering, Mathematics, Statistics or similar required; Post Graduate degree in Data Science, Engineering, Mathematics, Statistics or similar preferred
- Statistical programming experience in Python, R, MATLAB, C/C++ or Java
- Working knowledge of SQL and experience working with relational databases
- Ability to work in a high-performance, high-velocity environment
- Strong analytical and organizational skills with acute attention to detail
- Strong communication skills
- Customer focused and results oriented
- Advanced Statistics knowledge related to Time Series preferred
- Experience with code versioning tools such as Git preferred
- Experience in Quantitative Finance and/or Financial Derivatives preferred
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Data Scientist, Quantitative Research
Posted 21 days ago
Job Viewed
Job Description
Job Purpose
The Data Scientist will join the Quant Group which designs, implements, and supports enterprise quantitative models and systems. The primary role of this position will be to support the design and development of financial data models and provide data support for the Quant and Risk divisions. The role will use a variety of data science, analytics and engineering tools and techniques to solve diverse, data focused problems across the business. The candidate for this job must have the ability to work in a fast-paced environment, formulate and articulate solutions, defend assumptions and be highly detail oriented. This role requires frequent interaction with Quant Research, Risk Managers, Developers and Senior Management.
Responsibilities
- Perform data exploration and statistical analysis for quantitative research purposes
- Data preparation, validation, and visualization of various data sets such as time series of financial derivatives
- Build production quality, data driven software solutions to support data management and analysis
- Develop ETL applications to support core quant and risk team data requirements
- Diagnose and profile data issues and recommend ways to improve data reliability, efficiency, and quality
- Coordinate with quantitative research and business experts to develop and refine data management best practices, policies, and procedures
- Provide documentations and/or presentations to illustrate methods, techniques, and findings for individuals with diverse professional backgrounds
- Manage large data sets and interpret diverse database architecture across various platforms such as Oracle, Postgres, Snowflake, etc.
- Serve as a liaison between technology, operations, product management and the Financial Engineering teams
- Engage in innovative research tasks in the quantitative finance and data science field
- Bachelor's degree in Data Science/Analytics, Engineering, Mathematics, Statistics or similar required; Post Graduate degree in Data Science, Engineering, Mathematics, Statistics or similar preferred
- Statistical programming experience in Python, R, MATLAB, C/C++ or Java
- Working knowledge of SQL and experience working with relational databases
- Ability to work in a high-performance, high-velocity environment
- Strong analytical and organizational skills with acute attention to detail
- Strong communication skills
- Customer focused and results oriented
- Advanced Statistics knowledge related to Time Series preferred
- Experience with code versioning tools such as Git preferred
- Experience in Quantitative Finance and/or Financial Derivatives preferred
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Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.
Equity Quantitative Research | Equity Model Research | Quantitative Researcher
Posted 12 days ago
Job Viewed
Job Description
- Research portfolio construction and optimization in the context of large complex equity portfolios
- Apply cutting edge computational techniques and statistical methods to solve complex problems
- Build proprietary risk models for both fundamental and quant equity long-short strategies
- Develop econometric and mathematical models to define stress scenarios and estimate the statistical properties of drawdowns
- Leverage economic models and financial analysis to define fundamental factors driving the cross-section of stock returns
- Engage with a variety engineering and research teams to implement analytics in production
- Work closely with Portfolio Managers and Risk Managers to understand and incorporate risk metrics and methodologies within the investment process
- Stay up to date on the latest academic and industry research and challenge yourself to continually improve and challenge the way things are done
- Explore new and alternative data sources while developing a deep understanding of financial markets
- Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics or a related field
- Advanced training in Statistics, Mathematics, Finance/Financial Engineering or a related field
- Strong mathematical and/or statistical modeling background
- Demonstrated empirical skill; comfortable with analysis of large datasets
- Intellectual curiosity and passion for solving investment problems through the use of technology and fundamentals
- Demonstrated interest in or knowledge of investments, including asset pricing, empirical anomalies and market microstructure
- Previous exposure to a quantitative research role with exposure to equity factor models preferred
- Experience using statistical packages (e.g. Matlab, R) and experience with programming & scripting languages (e.g. Python, C/C++)
In accordance with applicable law, the base salary range for this role is $175,000 to $300,000.In addition, the employee who fills this role will be eligible to participate in a discretionary incentive compensation program,as well as a wide array of benefit programs, such as medical and life insurance, retirement and tax-free savings plans,and access to other healthcare programs.
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